Pages that link to "Item:Q1020778"

The following pages link to Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778):

Displaying 14 items.

• Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
• Unbiased generalized quasi-regression (Q962315) (← links)
• Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems (Q1020777) (← links)
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
• Maximum entropy and least square error minimizing procedures for estimating missing conditional probabilities in Bayesian networks (Q1023695) (← links)
• A new genetic algorithm in proteomics: feature selection for SELDI-TOF data (Q1023781) (← links)
• Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods (Q1926754) (← links)
• Modified versions of the Bayesian information criterion for sparse generalized linear models (Q2275644) (← links)
• Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
• Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
• Variable selection in STAR models with neighbourhood effects using genetic algorithms (Q3065556) (← links)
• Evolutionary Computation Methods and their applications in Statistics (Q5148453) (← links)